+904.3%
DLR vs BR
+1,281.7%
-377.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -5.0% | +7.9% | +5.4% |
| 30D | -1.2% | -2.5% | +1.3% | -0.3% |
| 3M | +2.9% | +13.5% | -10.6% | -4.2% |
| 6M | +6.7% | -9.4% | +16.1% | +10.0% |
| YTD | +23.9% | -23.3% | +47.1% | +37.5% |
| 1Y | +18.6% | -31.6% | +50.2% | +39.4% |
| 3Y | +59.7% | -5.1% | +64.7% | +56.9% |
| 5Y | +42.1% | +8.2% | +33.9% | +28.6% |
| 10Y | +176.7% | +189.8% | -13.1% | +43.8% |
| All | +904.3% | +1,281.7% | -377.3% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling